Version: 1.0
Below we show the effect of news releases on daily returns and
swings. Critical returns are defined as days when the price range
was larger than 2% daily. Critical swings are defined
as times when price corrections larger than 0.25 did not
occurred after price extensions larger than 2%. Basically,
the price got extended by up to 2% before there was a
correction of 0.25%.
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| NA | NA |
Effects on swings
| Date | Change |
|---|---|
| NA | NA |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| NA | NA |
Effects on swings
| Date | Change |
|---|---|
| NA | NA |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|---|
| NA | NA |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|---|
| NA | NA |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
AUDCAD AUDCHF AUDJPY AUDNZD AUDUSD CADJPY CADCHF CHFJPY EURAUD EURCAD EURCHF EURGBP EURJPY EURNZD EURUSD GBPAUD GBPCAD GBPCHF GBPJPY GBPNZD GBPUSD NZDCAD NZDCHF NZDJPY NZDUSD USDCAD USDCHF USDJPY XAUUSD ALL